, Volume 19, Issue 1, pp 51-67

Large Deviation Principle for Additive Functionals of Brownian Motion Corresponding to Kato Measures

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Abstract

Let (B t ,P W x ) be the Brownian motion. Let μ be a Radon measure in the Kato class and A μ t the additive functional associated with μ. We prove that A μ t /t obeys the large deviation principle.